The big twist is that the main characters, Zahn and Jovovich, are actually the killers. However, this just makes the movie fall apart. In scenes early on in the film, the two leads are all ALONE, they show them whispering to themselves, looking scared, "is so and so the killer?!", "Could they be the killers?".

Zahn and Jovovich never talk about anyone else being the killers amongst themselves privately. All conversations about "are they the ones" were referring to who would be their next victims. They were trying to decide if they knew enough about Olyphant and his girlfriend to assume their identities and whether or not they could actually pull off killing them since Olyphant was portraying himself as a military badass/slightly psychotic. It was actually quite funny when they openingly talked about the "red herring" aspect of stories when that was exactly what the first couple turned out to be. The ones that were hitchhiking and later arrested.

It also makes sense that they'd have those discussions because they are PLAYING A ROLE. It's part of their sick game, they immerse themselves in the character to LIVE AS THAT PERSON, thus living multiple lives over their lifetime, which in their meth-head way of thinking meant that they'd live forever... this is all explained in the black and white flashback bit

I just wondered why once he hurt his hand he kept trying to shoot with the injured hand instead of just trying to shoot left handed?

And the movie does indeed play by its own rules, though you don't remember it that way. I too had to rewind to revisit their private conversations, and they are completely ambiguous. Nice bit of writing.